Description

This analysis provides a forecast of COMP5692 prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-12-08 74.093019 84.144862 95.950164 111.084716 130.352575 154.628634 188.522618
2024-12-15 60.680987 72.920027 88.740179 111.518782 145.084323 195.906170 286.771097
2024-12-22 50.769776 62.862535 79.332848 104.703063 145.688147 216.226470 370.304701
2024-12-29 47.395989 60.501096 79.349595 110.604712 166.810569 280.806104 617.722535
2025-01-05 43.181409 56.183798 75.546634 109.269566 174.682560 325.372965 917.061266
2025-01-12 39.426555 52.001948 71.205797 105.895069 177.257521 360.152727 1316.522913
2025-01-19 35.765847 47.556593 65.835356 99.597622 171.672763 370.003050 1669.908524
2025-01-26 35.328488 47.947744 68.281207 108.109718 202.263043 523.288741 6237.042610
2025-02-02 35.025716 48.483508 71.003392 117.830705 241.538197 795.721124 NaN
2025-02-09 33.818504 47.414454 70.737764 121.244835 265.823691 1082.701956 NaN
2025-02-16 32.252769 45.604046 68.891691 120.742732 277.942436 1352.437776 NaN
2025-02-23 30.837032 43.930983 67.111420 120.043515 289.437235 1708.824269 NaN
2025-03-02 29.216670 41.902883 64.663422 117.849753 296.981885 2168.847605 NaN
2025-03-09 27.877694 40.279956 62.863813 117.030735 310.711871 3059.746000 NaN
2025-03-16 26.003659 37.597350 58.737265 109.561948 292.310974 2970.412568 NaN
2025-03-23 25.638399 37.542878 59.814225 115.893427 341.563699 8010.672299 NaN
2025-03-30 24.597606 36.203194 58.142721 114.455156 352.479231 14785.147650 NaN
2025-04-06 23.459550 34.619652 55.831628 110.827206 349.513944 22529.448401 NaN
2025-04-13 22.141152 32.645252 52.574293 104.070024 325.587541 17927.898237 NaN
2025-04-20 22.211940 33.206141 54.669213 113.207523 405.583275 NaN NaN
2025-04-27 22.302593 33.807358 56.928140 123.679991 520.695029 NaN NaN
2025-05-04 21.903837 33.454491 57.040858 127.367257 593.545761 NaN NaN
2025-05-11 21.271630 32.616293 55.975590 126.824689 625.860421 NaN NaN